Conditional comonotonicity (Q1770205)
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scientific article; zbMATH DE number 2155366
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| English | Conditional comonotonicity |
scientific article; zbMATH DE number 2155366 |
Statements
Conditional comonotonicity (English)
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11 April 2005
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This paper investigates a generalization of the notion of comonotonicity by introducing and exploring the concept of conditional comonotonicity. The authors characterize this notion and show by examples that conditional comonotonicity is the natural extension of comonotonicity to dynamic settings.
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conditional comonotonicity
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dynamic settings
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0.8735443949699402
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0.8675653338432312
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0.8060834407806396
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0.7947243452072144
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0.7827416658401489
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